Goodness-of-fit test in a multivariate errors-in-variables model \(AX = B\)

DOI10.15559/16-VMSTA67zbMath1353.62061arXiv1608.05122MaRDI QIDQ502542

Yaroslav Tsaregorodtsev, Alexander G. Kukush

Publication date: 5 January 2017

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.05122

zbMATH Keywords

local alternativesgoodness-of-fit testmultivariate errors-in-variables modelpower of testtotal least squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Numerical solutions to overdetermined systems, pseudoinverses (65F20)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic normality of total least squares estimator in a multivariate errors-in-variables model \(AX = B\)
• Estimation in a multivariate errors in variables regression model: Large sample results
• Consistency of elementwise-weighted total least squares estimator in a multivariate errors-in-variables model \(AX=B\)
• Testing the suitability of polynomial models in errors-in-variables problems
• Conditions for the consistency of the total least squares estimator in an errors-in-variables linear regression model
• Measurement Error in Nonlinear Models
• Generalized two-parameter Lebesgue-Stieltjes integrals and their applications to fractional Brownian fields

This page was built for publication: Goodness-of-fit test in a multivariate errors-in-variables model \(AX = B\)